+115.7%
DAL vs TRU
+238.0%
-122.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.9% | +7.7% | +4.8% |
| 7D | +0.1% | -6.8% | +6.9% | +3.5% |
| 30D | -13.9% | 0.0% | -14.0% | -14.4% |
| 3M | +1.1% | +13.3% | -12.2% | -6.5% |
| 6M | +26.2% | +3.4% | +22.8% | +21.7% |
| YTD | +16.4% | -6.4% | +22.8% | +16.8% |
| 1Y | +33.9% | -9.7% | +43.5% | +35.4% |
| 3Y | +93.4% | +0.1% | +93.2% | +75.1% |
| 5Y | +106.4% | -34.0% | +140.4% | +132.5% |
| 10Y | +143.0% | +147.9% | -4.9% | +52.3% |
| All | +115.7% | +238.0% | -122.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling